The 28-year-old had spent his whole career in Scotland and England but was keen to try his luck in the A-League after being given advice from former Rangers team-mates Craig Moore and Charlie Miller, who both play for Roar.
"I went to an agent in Glasgow and spoke to him about the possibility of a move here. But it wasn't with Brisbane Roar - it was with a few other teams," Malcom told his club's official website.
"I phoned Craig (Moore) to ask about the other teams and he said 'why don't I speak to the manager and see if you can come here?'.
"He spoke to the manager (Frank Farina), and in the next couple of weeks I was on the plane over.
"Obviously staying with Craig and Charlie helps."
Malcom has already switched his attention to Roar's A-League opener against local rivals Gold Coast United next weekend.
"The whole squad is looking forward to it and I think it's a great game to be your first game, playing in a derby match - so I can't wait," he added.
"I've played in a few Old Firm games and I'm sure this is going to be the same sort of atmosphere."